Security returns, risks and fundamental performances of value and growth firms in Singapore.

In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms...

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Bibliographic Details
Main Author: Yen, Jenn Yaw.
Other Authors: Nanyang Business School
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7843
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Institution: Nanyang Technological University
Language: English
Description
Summary:In this paper, we examine the relationship between security returns, risks and fundamental performance of value and growth firms in Singapore. Form 1976 to 1997, value stocks produced significantly higher returns than growth stocks on an absolute as well as risk-adjusted bias. However, growth firms produced better post-formation fundamental results than value firms.